+176.8%
WPM vs OUST
-68.5%
+245.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.0% | +9.7% | +1.3% |
| 7D | +7.5% | -5.0% | +12.5% | +7.8% |
| 30D | -3.8% | -32.0% | +28.3% | -1.8% |
| 3M | +8.0% | -32.4% | +40.3% | +10.0% |
| 6M | +6.1% | +6.7% | -0.6% | +4.3% |
| YTD | +13.2% | +41.0% | -27.8% | +9.4% |
| 1Y | +37.9% | +18.0% | +19.9% | +34.0% |
| 3Y | +201.7% | +560.6% | -358.9% | +159.3% |
| 5Y | +240.0% | -55.1% | +295.2% | +206.3% |
| All | +176.8% | -68.5% | +245.4% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling